Yeah I used to think the same, but apparently others got the same problem, though for them reformatting the disk fixed it. It is all just extremely odd.
The CL starts showing an absurd download speed (several GB/s) but the file download makes no progress at all (despite the progress bar filling up, then going back again), no matter for how long I leave it running. Now, although I consider myself familiar with the workings of computers, I'm not an expert by any means, but I do think that were it simply being blocked by ISP or router it would merely show 0 kb/s and stay stuck there (the CL wouldn't get the "false impression" of downloading stuff but making no progress, or have the progress bar fill up then recede again, in what seems like an infinite loop), and possibly even give me a warning that a program was trying to download stuff and that the traffic was blocked, or something to that effect. Also, the CL now stops responding whenever I try to close it after firing it up and getting stuck downloading, so that's another strange behavior that is hardly network-related.
This just seems like some sort of software fault on the CL itself. Sure it must be something minor since the vast majority has it working just fine, but the whole situation is just too odd to be something as silly as everybody seems to suggest.